+95.0%
MO vs ZBH
-20.7%
+115.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.1% |
| 7D | +0.1% | -4.7% | +4.8% | +0.8% |
| 30D | +7.1% | -4.5% | +11.6% | +7.8% |
| 3M | -2.0% | +7.6% | -9.5% | -2.7% |
| 6M | +7.3% | +0.3% | +7.0% | +6.9% |
| YTD | +23.5% | +4.5% | +18.9% | +22.4% |
| 1Y | +11.0% | -9.4% | +20.4% | +11.5% |
| 3Y | +95.0% | -21.5% | +116.5% | +98.5% |
| All | +95.0% | -20.7% | +115.7% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling